When a customer enters their 'Billing Address' in the checkout area of your shop, the list of countries displayed includes ones that you may have disallowed within your postage zone settings. This is so customers in disallowed zones can still purchase products from your online shop and have them delivered to countries that are allowed.
The 'Billing' and 'Delivery' addresses are separate and your customers will not be able to request delivery to these disallowed zones.
Once they have entered their information in the 'Billing Address' section, there is an option titled "Is this the address you want your order delivered to?". If they have an allowed postage country set in their 'Billing Address', the checkout process will continue as normal and your customer will be able to choose their desired postage method.
If your customer has chosen a disallowed option, an error will be returned when they try to complete the purchase. This error will ask them to provide a valid delivery country and also show them the 'Delivery Address' form, which contains only the valid postage zones.